-80.8%
FIG vs CDE
+130.6%
-211.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | -12.2% | -6.1% | -6.2% | -11.8% |
| 30D | -11.0% | +9.5% | -20.4% | -11.4% |
| 3M | +11.9% | +32.0% | -20.1% | +10.2% |
| 6M | -21.9% | -12.8% | -9.1% | -20.9% |
| YTD | -40.8% | +14.2% | -55.0% | -42.7% |
| 1Y | -56.6% | +36.3% | -92.9% | -53.3% |
| All | -80.8% | +130.6% | -211.4% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling